In this paper, we considered a Stochastic Interval-Valued Linear Fractional Programming problem(SIVLFP). In this problem, the coefficients and scalars in the objective function are fractional-interval, and technological coefficients and the quantities on the right side of the constraints were random variables with the specific distribution. Here we changed a Stochastic Interval-Valued Fractiona...

We analyze convergence rates of stochastic optimization algorithms for nonsmooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic optimization procedures, both in expectation and with high probability, that have optimal dependence on the variance of the gradient estimates. To the best of our k...

This paper proposes a constrained stochastic successive convex approximation (CSSCA) algorithm to find a stationary point for a general non-convex stochastic optimization problem, whose objective and constraint functions are nonconvex and involve expectations over random states. The existing methods for non-convex stochastic optimization, such as the stochastic (average) gradient and stochastic...

In the context of public transportation system, improving the service quality and robustness through minimizing the average passengers waiting time is a real challenge. This study provides robust stochastic programming models for train timetabling problem in urban rail transit systems. The objective is minimization of the weighted summation of the expected cost of passenger waiting time, its va...

Engineering optimization needs easy-to-use and efficient optimization tools that can be employed for practical purposes. In this context, stochastic search techniques have good reputation and wide acceptability as being powerful tools for solving complex engineering optimization problems. However, increased complexity of some metaheuristic algorithms sometimes makes it difficult for engineers t...

We study local complexity measures for stochastic convex optimization problems, providing a minimax theory analogous to that of Hájek and Le Cam classical statistical problems. give complementary optimality results, developing fully online methods adaptively achieve optimal convergence guarantees. Our results provide function-specific lower bounds make precise correspondence between difficulty ...

Managing large-scale systems often involves simultaneously solving thousands of unrelated stochastic optimization problems, each with limited data. Intuition suggests that one can decouple these problems and solve them separately without loss generality. We propose a novel data-pooling algorithm called Shrunken-SAA disproves this intuition. In particular, we prove combining data across outperfo...

The Economic Load Dispatch (ELD) problems in power generation systems are to reduce the fuel cost by reducing the total cost for the generation of electric power. This paper presents an efficient Modified Firefly Algorithm (MFA), for solving ELD Problem. The main objective of the problems is to minimize the total fuel cost of the generating units having quadratic cost functions subjected to lim...